A New Method for Linear Programming

摘要：

In this paper, we present the main idea of a new exterior point method based on inclusive normal cones for solving the general linear programming problem in canonical form. An algorithm, termed targeted climbing ladder algorithm, is developed with proven finite convergence. The algorithms are tested by solving a number of linear programming examples. Initial numerical results have shown an encouraging performance.

关键词： Linear programming inclusive normal cones algorithm convergence

作者: Yanqun Liu

作者单位: School of Mathematics and Geospatial Sciences, RMIT University of Technology,Melbourne, VIC 3000, Australia

会议类型: 国际会议

会议名称: The First World Congress on Global Optimization in Engineering & Science(第一届工程与科学全局优化国际会议 WCGO2009)

会议地点: 长沙

会议语种:英文

页码: 1109-1113

在线出版日期: 2009-06-01（万方平台首次上网日期，不代表论文的发表时间）